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<title>QuantLib: FuturesConvAdjustmentQuote Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html">FuturesConvAdjustmentQuote</a></div>
<h1>FuturesConvAdjustmentQuote Class Reference</h1><!-- doxytag: class="QuantLib::FuturesConvAdjustmentQuote" --><!-- doxytag: inherits="QuantLib::Quote,QuantLib::Observer" --><code>#include <ql/quotes/futuresconvadjustmentquote.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for FuturesConvAdjustmentQuote:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_futures_conv_adjustment_quote__inherit__graph.png" border="0" usemap="#_futures_conv_adjustment_quote__inherit__map" alt="Inheritance graph"></center>
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<area shape="rect" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables" alt="" coords="37,7,99,33"><area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="123,7,203,33"></map>
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<a href="class_quant_lib_1_1_futures_conv_adjustment_quote-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
quote for the futures-convexity adjustment of an index <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74556d262354726db58e8cb0118fd360"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote" ref="74556d262354726db58e8cb0118fd360" args="(const boost::shared_ptr< IborIndex > &index, const Date &futuresDate, const Handle< Quote > &futuresQuote, const Handle< Quote > &volatility, const Handle< Quote > &meanReversion)" -->
</td><td class="memItemRight" valign="bottom"><b>FuturesConvAdjustmentQuote</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &index, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &futuresDate, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &futuresQuote, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &volatility, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &meanReversion)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4be7fddd8a0e04ca7303628884b95dd7"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::FuturesConvAdjustmentQuote" ref="4be7fddd8a0e04ca7303628884b95dd7" args="(const boost::shared_ptr< IborIndex > &index, const std::string &immCode, const Handle< Quote > &futuresQuote, const Handle< Quote > &volatility, const Handle< Quote > &meanReversion)" -->
</td><td class="memItemRight" valign="bottom"><b>FuturesConvAdjustmentQuote</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &index, const std::string &immCode, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &futuresQuote, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &volatility, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &meanReversion)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><div class="groupHeader">Quote interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::value" ref="b7f31cfaca49d25079e464ca462d691c" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#b7f31cfaca49d25079e464ca462d691c">value</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the current value <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac1b70a2ed67ead038c4d3f5ac4d8a81"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::isValid" ref="ac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_futures_conv_adjustment_quote.html#ac1b70a2ed67ead038c4d3f5ac4d8a81">isValid</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns true if the <a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> holds a valid value <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="07eb681278aea3f0d6a5e66f3403ab56"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::futuresValue" ref="07eb681278aea3f0d6a5e66f3403ab56" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>futuresValue</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9421e902ef410ac829bb244e14b4f81b"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::volatility" ref="9421e902ef410ac829bb244e14b4f81b" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>volatility</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c89093abfeb25762659fbc97a854ec3"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::meanReversion" ref="7c89093abfeb25762659fbc97a854ec3" args="() const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>meanReversion</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a93c5c7968992525a9492f57af367a66"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::immDate" ref="a93c5c7968992525a9492f57af367a66" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>immDate</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28c827de4ff4b301f3132bfb1cfb0903"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::dc_" ref="28c827de4ff4b301f3132bfb1cfb0903" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dc_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="647cc03c550992a4fc1396d23322f663"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::futuresDate_" ref="647cc03c550992a4fc1396d23322f663" args="" -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>futuresDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="821a84c5a47689ea4bb050c4f14e2157"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::indexMaturityDate_" ref="821a84c5a47689ea4bb050c4f14e2157" args="" -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>indexMaturityDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="71fd0def8f15b04f5c1b0f63043a2d3c"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::futuresQuote_" ref="71fd0def8f15b04f5c1b0f63043a2d3c" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>futuresQuote_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="14cc04bf8608e1205f4796cbb54fd7f5"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::volatility_" ref="14cc04bf8608e1205f4796cbb54fd7f5" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>volatility_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b50f8924eff549cb145d2ced86b9749"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::meanReversion_" ref="2b50f8924eff549cb145d2ced86b9749" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>meanReversion_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::FuturesConvAdjustmentQuote::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"> </td>
<td> ) </td>
<td width="100%"><code> [virtual]</code></td>
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</table>
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<div class="memdoc">
<p>
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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